+134.8%
CVE vs EQH
+80.9%
+53.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -1.4% |
| 7D | -10.1% | +2.1% | -12.2% | -10.9% |
| 30D | -12.1% | +4.7% | -16.8% | -13.9% |
| 3M | -1.9% | +7.6% | -9.4% | -5.1% |
| 6M | -1.8% | +31.9% | -33.7% | -13.3% |
| YTD | +65.8% | +18.7% | +47.1% | +51.4% |
| 1Y | +60.8% | +25.7% | +35.2% | +42.5% |
| 3Y | +70.1% | +129.1% | -59.0% | +10.5% |
| 5Y | +134.8% | +82.3% | +52.5% | +60.7% |
| All | +134.8% | +80.9% | +53.8% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EQH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling